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Topic: Strict Inequalities (linear & nonlinear) in fmincon
Replies: 2   Last Post: Aug 7, 2013 10:26 AM

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Alan Weiss

Posts: 1,267
Registered: 11/27/08
Re: Strict Inequalities (linear & nonlinear) in fmincon
Posted: Aug 7, 2013 9:58 AM
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On 8/6/2013 4:11 PM, Vsh wrote:
> Hi everyone,
> How should i set/define STRICT inequalities both linear and nonlinear
> (i.e. nlconst) when using fmincon for a minimization problem.
>
> Thanks in advance for any tips/suggestions/references


TolCon defines the allowable error in satisfying constraints. So, for
bounds, set the lower bound to lb+TolCon, or upper bound to ub-TolCon.

For nonlinear constraints, it depends on the local gradient of your
constraint function, but essentially do the same, set c(x)+TolCon or
some such thing.

This procedure does not necessarily work the way you might expect, which
is why it is not documented, but maybe it will help you.

Alan Weiss
MATLAB mathematical toolbox documentation



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